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BOIL vs. ^DJUSEN
Performance
Return for Risk
Drawdowns
Volatility

Performance

BOIL vs. ^DJUSEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Natural Gas (BOIL) and Dow Jones U.S. Oil & Gas Index (^DJUSEN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOIL achieves a -36.77% return, which is significantly lower than ^DJUSEN's 29.88% return. Over the past 10 years, BOIL has underperformed ^DJUSEN with an annualized return of -56.95%, while ^DJUSEN has yielded a comparatively higher 5.87% annualized return.


BOIL

1D
4.32%
1M
4.62%
YTD
-36.77%
6M
-62.98%
1Y
-74.31%
3Y*
-60.61%
5Y*
-64.63%
10Y*
-56.95%

^DJUSEN

1D
1.29%
1M
-1.71%
YTD
29.88%
6M
27.71%
1Y
40.39%
3Y*
14.04%
5Y*
16.45%
10Y*
5.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOIL vs. ^DJUSEN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOIL
ProShares Ultra Bloomberg Natural Gas
-36.77%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-20.55%-65.72%
^DJUSEN
Dow Jones U.S. Oil & Gas Index
29.88%4.71%3.58%-4.37%56.42%47.58%-36.74%6.42%-21.15%-4.21%

Correlation

The correlation between BOIL and ^DJUSEN is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2011

0.15

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Return for Risk

BOIL vs. ^DJUSEN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 11
Calmar Ratio Rank
BOIL Martin Ratio Rank: 33
Martin Ratio Rank

^DJUSEN
^DJUSEN Risk / Return Rank: 6868
Overall Rank
^DJUSEN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
^DJUSEN Sortino Ratio Rank: 6565
Sortino Ratio Rank
^DJUSEN Omega Ratio Rank: 6464
Omega Ratio Rank
^DJUSEN Calmar Ratio Rank: 8181
Calmar Ratio Rank
^DJUSEN Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BOIL vs. ^DJUSEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) and Dow Jones U.S. Oil & Gas Index (^DJUSEN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BOIL^DJUSENDifference
Sharpe ratioReturn per unit of total volatility

-2.66

Sortino ratioReturn per unit of downside risk

-3.38

Omega ratioGain probability vs. loss probability

0.90

1.32

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.92

3.32

-4.24

Martin ratioReturn relative to average drawdown

-1.26

9.45

-10.70

BOIL vs. ^DJUSEN - Sharpe Ratio Comparison

The current BOIL Sharpe Ratio is -0.66, which is lower than the ^DJUSEN Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of BOIL and ^DJUSEN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BOIL^DJUSENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

2.00

-2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

0.64

-1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.56

0.19

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.61

0.21

-0.82

Drawdowns

BOIL vs. ^DJUSEN - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, which is greater than ^DJUSEN's maximum drawdown of -77.35%. Use the drawdown chart below to compare losses from any high point for BOIL and ^DJUSEN.


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Drawdown Indicators


BOIL^DJUSENDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-77.35%

-22.65%

Max Drawdown (1Y)

Largest decline over 1 year

-80.85%

-12.24%

-68.61%

Max Drawdown (3Y)

Largest decline over 3 years

-96.86%

-20.99%

-75.87%

Max Drawdown (5Y)

Largest decline over 5 years

-99.91%

-25.73%

-74.18%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-70.18%

-29.81%

Current Drawdown

Current decline from peak

-100.00%

-7.00%

-93.00%

Average Drawdown

Average peak-to-trough decline

-93.59%

-22.80%

-70.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.20%

4.29%

+54.91%

Volatility

BOIL vs. ^DJUSEN - Volatility Comparison

ProShares Ultra Bloomberg Natural Gas (BOIL) has a higher volatility of 23.95% compared to Dow Jones U.S. Oil & Gas Index (^DJUSEN) at 7.99%. This indicates that BOIL's price experiences larger fluctuations and is considered to be riskier than ^DJUSEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOIL^DJUSENDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.95%

7.99%

+15.96%

Volatility (6M)

Calculated over the trailing 6-month period

107.61%

16.44%

+91.17%

Volatility (1Y)

Calculated over the trailing 1-year period

113.64%

20.30%

+93.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.89%

25.76%

+93.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.81%

30.46%

+71.35%

Frequently Asked Questions


BOIL and ^DJUSEN have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOIL has higher volatility (23.95%) compared to ^DJUSEN (7.99%). In terms of maximum drawdown, BOIL dropped -100.00% vs ^DJUSEN's -77.35%.

^DJUSEN currently has the higher Sharpe Ratio (2.00 vs -0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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